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Details about Andrzej Kociecki

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Workplace:Narodowy Bank Polski (National Bank of Poland), (more information at EDIRC)

Access statistics for papers by Andrzej Kociecki.

Last updated 2019-02-04. Update your information in the RePEc Author Service.

Short-id: pko417


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Working Papers

2018

  1. Monetary transmission mechanism in Poland. What do we know in 2017?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads

2017

  1. Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. Monetary policy transmission mechanism in Poland.What do we know in 2015?
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (6)

2013

  1. Bayesian Approach and Identification
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Further Results on Identification of Structural VAR Models
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Global identification of linearized DSGE models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (9)
    See also Journal Article in Quantitative Economics (2018)
  4. Towards Understanding the Normalization in Structural VAR Models
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Bayesian analysis of recursive SVAR models with overidentifying restrictions
    Working Paper Series, European Central Bank Downloads View citations (5)
  2. Orbital Priors for Time-Series Models
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Algebraic Theory of Indentification in Parametric Models
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads
  2. Predictivistic Bayesian Forecasting System
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads View citations (1)
  3. Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference
    MPRA Paper, University Library of Munich, Germany Downloads

2003

  1. On Priors for Impulse Responses in Bayesian Structural VAR Models
    Econometrics, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. Global identification of linearized DSGE models
    Quantitative Economics, 2018, 9, (3), 1243-1263 Downloads View citations (1)
    See also Working Paper (2013)

2015

  1. Bayesian forecasting of real exchange rates with a Dornbusch prior
    Economic Modelling, 2015, 46, (C), 53-60 Downloads View citations (1)

2012

  1. A Bayesian method of combining judgmental and model-based density forecasts
    Economic Modelling, 2012, 29, (4), 1349-1355 Downloads View citations (4)

2010

  1. A Prior for Impulse Responses in Bayesian Structural VAR Models
    Journal of Business & Economic Statistics, 2010, 28, (1), 115-127 Downloads View citations (5)
 
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